Lag | LogL | LR | FPE | AIC | SC | HQ | |||
0 | −1321.41 | NA | 267.0071 | 11.26303 | 11.29247 | 11.2749 | |||
1 | −1239.75 | 161.2214 | 137.8823 | 10.60215 | 10.69048 | 10.63776 | |||
2 | −1228.52 | 21.98163 | 129.6555 | 10.54062 | 10.68784 | 10.59997 | |||
3 | −1214.43 | 27.35191 | 118.9831 | 10.4547 | 10.6608 | 10.53779 | |||
4 | −1203.24 | 21.52428 | 111.9244 | 10.3935 | 10.65849 | 10.50033 | |||
5 | −1197.15 | 11.60504 | 109.9603 | 10.37574 | 10.69961 | 10.50631 | |||
6 | −1191.85 | 10.01818 | 108.7579 | 10.36465 | 10.74742 | 10.51896 | |||
7 | −1171.25 | 38.57362 | 94.43898 | 10.22336 | 10.66501 | 10.40141 | |||
8 | −1151.86 | 35.96632 | 82.86163 | 10.09242 | 10.59296* | 10.29421* | |||
9 | −1145.19 | 12.26117* | 81.01636* | 10.06970* | 10.62912 | 10.29523 | |||